The Sensitivity of the Loss Given Default Rate to Systematic Risk: New Empirical Evidence on Bank Loans Stefano CaselliStefano GattiFrancesca Querci OriginalPaper 31 May 2008 Pages: 1 - 34
Information, Credit Risk, Lender Specialization and Loan Pricing: Evidence from the DIP Financing Market Kenneth DanielsGabriel G. Ramirez OriginalPaper 20 June 2008 Pages: 35 - 59
Spectral Risk Measures: Properties and Limitations Kevin DowdJohn CotterGhulam Sorwar OriginalPaper 19 June 2008 Pages: 61 - 75
Index Futures and Predictability of the Underlying Stocks’ Returns: The Case of the Nikkei 225 Shinhua Liu OriginalPaper 14 June 2008 Pages: 77 - 91